Results 31 to 40 of about 3,565 (194)
General Bayesian time-varying parameter VARs for predicting government bond yields [PDF]
arXiv, 2021 Time-varying parameter (TVP) regressions commonly assume that time-variation in the coefficients is determined by a simple stochastic process such as a random walk. While such models are capable of capturing a wide range of dynamic patterns, the true nature of time variation might stem from other sources, or arise from different laws of motion. In this
arxiv
Macroeconomía y conciliación familiar: el impacto económico de los jardines infantiles
El Trimestre Económico, 2018 Antecedentes: Chile ha sido un caso paradójico en su cometido económico en las últimas décadas. Aunque este país implementó importantes reformas de modernización pro mercado, tiene una tasa de participación femenina inesperadamente baja, por lo que se ...
María José Bosch +3 more
doaj +1 more source
Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs [PDF]
arXiv, 2021 Panel Vector Autoregressions (PVARs) are a popular tool for analyzing multi-country datasets. However, the number of estimated parameters can be enormous, leading to computational and statistical issues. In this paper, we develop fast Bayesian methods for estimating PVARs using integrated rotated Gaussian approximations.
arxiv
Review of Economic Perspectives, 2015 The paper deals with the accuracy of the real GDP growth forecasts produced by two Czech non-governmental institutions: the Czech-Moravian Confederation of Trade Unions (CMKOS) and the Czech Banking Association (CBA) in the years 2007-2014 and 2011-2014 ...
Šindelář Jiří
doaj +1 more source
Harnessing the Potential of Volatility: Advancing GDP Prediction [PDF]
arXiv, 2023 This paper presents a novel machine learning approach to GDP prediction that incorporates volatility as a model weight. The proposed method is specifically designed to identify and select the most relevant macroeconomic variables for accurate GDP prediction, while taking into account unexpected shocks or events that may impact the economy. The proposed
arxiv
Non-linear dimension reduction in factor-augmented vector autoregressions [PDF]
arXiv, 2023 This paper introduces non-linear dimension reduction in factor-augmented vector autoregressions to analyze the effects of different economic shocks. I argue that controlling for non-linearities between a large-dimensional dataset and the latent factors is particularly useful during turbulent times of the business cycle.
arxiv
Discovery of a Highly Energetic X-ray Pulsar Powering HESS J1813-178 in the Young Supernova Remnant G12.82-0.02 [PDF]
Astrophys.J.700:L158-L161,2009, 2009 We report the discovery of 44.7 ms pulsations from the X-ray source CXOU J181335.1-174957 using data obtained with the XMM-Newton Observatory. PSR J1813-1749 lies near the center of the young radio supernova remnant G12.82-0.02, which overlaps the compact TeV source HESS J1813-178. This rotation-powered pulsar is the second most energetic in the Galaxy,
arxiv +1 more source
PLoS Genetics, 2016 How combinations of gene-environment interactions collectively give rise to genotype-environment interactions is not fully understood. To shed light on this problem, we genetically dissected an environment-specific poor growth phenotype in a cross of two
Takeshi Matsui, Ian M Ehrenreich
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Cutting a part from many measures [PDF]
Forum of Mathematics, Sigma 7 (2019) e37, 2017 Holmsen, Kyn\v{c}l and Valculescu recently conjectured that if a finite set $X$ with $\ell n$ points in $\mathbb{R}^d$ that is colored by $m$ different colors can be partitioned into $n$ subsets of $\ell$ points each, such that each subset contains points of at least $d$ different colors, then there exists such a partition of $X$ with the additional ...
arxiv +1 more source
Real Estate Management and Valuation, 2019 The real estate market, as an open, complex and dynamic system, responds to changes in the environment of economic, legal or social conditions, although the pace and direction of these changes depends on the level of inertia of this system.
Cellmer Radosław +2 more
doaj +1 more source